Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238550.5004 | 225600.3052 | 12950.1952 | -41402.4365 | 77750.3435 | -119152.78 |
Total P&L (%) | 238.5505 | 225.6003 | 12.9502 | -41.4024 | 77.7503 | -119.1528 |
Avg Daily Profit (%) | 0.1933 | 0.1828 | 0.0105 | -0.0433 | 0.0466 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132477 | -92095 | -106571 | -333557 | -246878 | -209327 |
Profit Factor | 1.3037 | 1.6405 | 1.0299 | 0.9664 | 1.1385 | 0.8227 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 102 | 48 | 54 | 102 | 48 | 54 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 67.1053 | 63.1579 | 71.0526 | 67.1053 | 63.1579 | 71.0526 |
Ratio Avg Win / Avg Loss | 0.6391 | 0.957 | 0.4196 | 0.4737 | 0.6641 | 0.3352 |
Largest Winning Trade | 41868 | 41868 | 29303 | 47668 | 47668 | 41237 |
Largest Losing Trade | -77384 | -32092 | -77384 | -177003 | -83598 | -177003 |
Avg Bars in Trades | 47 | 55 | 39 | 47 | 55 | 39 |
Avg Bars in Winners | 32 | 34 | 31 | 32 | 34 | 31 |
Avg Bars in Losers | 77 | 90 | 60 | 77 | 90 | 60 |
Bars Traded | 7192 | 4189 | 3003 | 7192 | 4189 | 3003 |
Profit Streak | 14.1207 | 14.1207 | 42.1207 | 14.1207 | 14.1207 | 42.1207 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378443 | -39076 | -487154 | -576268 | -247408 | -625805 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 69, "offset": 0, "multiplier": 3.55071 } } }
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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